I rarely use Windows for development, as its development toolchain is almost invariably miles behind its UNIX-based counterparts.
If you're on Windows 10, I strongly recommend setting up the Windows Subsystem for Linux [WSL]. That will give you access to the Linux development environment for compiling and testing. Then, use the LLVM Clang compiler on both the WSL and the Visual Studio environments. That way, once you know it compiles and runs Valgrind-pure on WSL, you can trust that it will work on VS Clang.
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